The first time I spoke with Sofie I didnt realise she was an orphan child, and I didnt have a house with a free room to adopt her at the time, so I cancelled the conversation and planned to come back after getting a new place. Since going back to her I no longer have the option to adopt her - when she stands at the dock gates, my only speech option is for her wares, and when she is around town I can only ask her about her dead parents. I currently have Lucia and one of the boys from the orphanage - does adopting from there perhaps interfere with your ability to adopt her?